Quiz: performance attribution

joehogue

Macro Performance: At fund sponsor level, rate-of-return and value metric
T/F?


Micro Performance: At fund sponsor level, rate-of-return and value metric
T/F?

'extracted from qbank'

mp3bu

I'd say it must be an error in Qbank. In all of the examples I've seen, micro attribution is done at the investment manager level and only gives you rate of return metrics, not value metrics. So it has to be T,F.

Zestt

anyone to help?

bpdulog

so, what was the correct answer?

bodhisattva

T, T
Qbank says Macro performance is carried out at the fund sponsor level, micro performance at the investment manager level. Both rate-of-return (percentage terms) and value metrics (monetary terms) are used.

Someone explains it?



Edited 1 time(s). Last edit at Tuesday, May 31, 2011 at 12:33AM by hellscream.

infinitybenzo

darkstar Wrote:
-------------------------------------------------------
> T,F

That's what I chose, but it was wrong....